+6.2%
HD vs NVT
+420.2%
-413.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.4% | -0.5% |
| 7D | -1.8% | +7.0% | -8.8% | -3.2% |
| 30D | -10.8% | -2.3% | -8.5% | -10.7% |
| 3M | -2.7% | -3.1% | +0.4% | -3.0% |
| 6M | -10.3% | +47.0% | -57.3% | -19.9% |
| YTD | -7.8% | +56.2% | -64.0% | -19.4% |
| 1Y | -23.1% | +74.5% | -97.7% | -35.4% |
| 3Y | +2.0% | +184.0% | -182.0% | -31.4% |
| 5Y | +6.2% | +410.8% | -404.5% | -45.0% |
| All | +6.2% | +420.2% | -413.9% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling